+145.1%
NTAP vs VFC
+42.8%
+102.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +3.6% |
| 7D | -5.0% | +7.7% | -12.6% | -6.1% |
| 30D | -25.8% | +39.2% | -65.0% | -29.9% |
| 3M | -6.9% | +40.3% | -47.2% | -12.3% |
| 6M | +50.0% | +11.4% | +38.6% | +45.8% |
| YTD | +66.9% | +17.5% | +49.4% | +60.1% |
| 1Y | +58.3% | +45.9% | +12.4% | +45.7% |
| 3Y | +145.1% | +47.3% | +97.8% | +118.5% |
| All | +145.1% | +42.8% | +102.3% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling